一维热传导问题时变边界上热通量重构问题

具有Neumann边界条件的抛物方程的初边值问题是偏微分方程研究领域的一类经典问题.正问题是由已知的边界条件和初始条件来求区域温度场的问题.如果边界条件不足,但给出了区域内部的一些额外信息,这样便构成了一类热通量重构的反问题.本文讨论了一维热传导问题时动边界上的热通量重构问题,借助于位势理论方法,引入密度函数,将反问题本质上转化为一类关于密度函数的具有弱奇性核的第一类Volterra积分方程,采用了Tikhonov正则化,在正则化参数的选取上采用了后验的模型函数方法,数值结果验证了反演方法的有效性.     

The solution of a nonclassic problem for one-dimensional hyperbolic equation using the decomposition procedure

In this article, we propose a new approach for solving an initial–boundary value problem with a non-classic condition for the one-dimensional wave equation. Our approach depends mainly on Adomian's technique. We will deal here with new type of nonlocal boundary value problems that are the solution of hyperbolic partial differential equations with a non-standard boundary specification. The decomposition method of G. Adomian can be an effective scheme to obtain the analytical and approximate solutions. This new approach provides immediate and visible symbolic terms of analytic solution as well as numerical approximate solution to both linear and nonlinear problems without linearization. The Adomian's method establishes symbolic and approximate solutions by using the decomposition procedure. This technique is useful for obtaining both analytical and numerical approximations of linear and nonlinear differential equations and it is also quite straightforward to write computer code. In comparison to traditional procedures, the series-based technique of the Adomian decomposition technique is shown to evaluate solutions accurately and efficiently. The method is very reliable and effective that provides the solution in terms of rapid convergent series. Several examples are tested to support our study.     

Coupling of optimal variation of parameters method with Adomian’s polynomials for nonlinear equations representing fluid flow in different geometries

In this study, we describe a modified analytical algorithm for the resolution of nonlinear differential equations by the variation of parameters method (VPM). Our approach, including auxiliary parameter and auxiliary linear differential operator, provides a computational advantage for the convergence of approximate solutions for nonlinear boundary value problems. We consume all of the boundary conditions to establish an integral equation before constructing an iterative algorithm to compute the solution components for an approximate solution. Thus, we establish a modified iterative algorithm for computing successive solution components that does not contain undetermined coefficients, whereas most previous iterative algorithm does incorporate undetermined coefficients. The present algorithm also avoid to compute the multiple roots of nonlinear algebraic equations for undetermined coefficients, whereas VPM required to complete calculation of solution by computing roots of undetermined coefficients. Furthermore, a simple way is considered for obtaining an optimal value of an auxiliary parameter via minimizing the residual error over the domain of problem. Graphical and numerical results reconfirm the accuracy and efficiency of developed algorithm.

     

连续等距区间上积分值的二次样条插值

目的 在现实中,某些插值问题结点处的函数值往往是未知的,而仅仅已知一些区间上的积分值。为此提出一种给定已知函数在连续等距区间上的积分值构造二次样条插值函数的方法。方法 首先,利用二次B样条基函数的线性组合去满足给定的积分值和两个端点插值条件,该插值问题等价于求解n+2个方程带宽为3的线性方程组。然后,运用算子理论给出二次样条插值函数的误差估计,继而得到二次样条函数逼近结点处的函数值时具有超收敛性。最后,通过等距区间上积分值的线性组合逼近两个端点的函数值方法实现了不带任何边界条件的积分型二次样条插值问题。结果 选取低频率函数,对积分型二次样条插值方法和改进方法分别进行数值测试,发现这两种方法逼近效果都是良好的。同样,选取高频率函数对积分型二次样条插值方法进行数值实验,得到数值收敛阶与理论值相一致。结论 实验结果表明,本文算法相比已有的方法更简单有效,对改进前后的二次样条插值函数在逼近结点处的函数值时的超收敛性得到了验证。该方法对连续等距区间上积分值的函数重构具有普适性。     

Rapid heating vibrations of FGM annular sector plates

In this paper, thermally induced vibration of annular sector plate made of functionally graded materials is analyzed. All of the thermomechanical properties of the FGM media are considered to be temperature dependent. Based on the uncoupled linear thermoelasticity theory, the one-dimensional transient Fourier type of heat conduction equation is established. The top and bottom surfaces of the plate are under various types of rapid heating boundary conditions. Due to the temperature dependency of the material properties, heat conduction equation becomes nonlinear. Therefore, a numerical method should be adopted. First, the generalized differential quadrature method (GDQM) is implemented to discretize the heat conduction equation across the plate thickness. Next, the governing system of time-dependent ordinary differential equations is solved using the successive Crank–Nicolson time marching technique. The obtained thermal force and thermal moment resultants at each time step from temperature profile are applied to the equations of motion. The equations of motion, based on the first-order shear deformation theory (FSDT), are derived with the aid of the Hamilton principle. Using the GDQM, two-dimensional domain of the sector plate and suitable boundary conditions are divided into a number of nodal points and differential equations are turned into a system of ordinary differential equations. To obtain the unknown displacement vector at any time, a direct integration method based on the Newmark time marching scheme is utilized. Comparison investigations are performed to validate the formulation and solution method of the present research. Various examples are demonstrated to discuss the influences of effective parameters such as power law index in the FGM formulation, thickness of the plate, temperature dependency, sector opening angle, values of the radius, in-plane boundary conditions, and type of rapid heating boundary conditions on thermally induced response of the FGM plate under thermal shock.

     

Die Lösung des Anfangs-Randwertproblems für die Wärmeleitungsgleichung im ℝ3 mit einer Integralgleichungs-methode nach dem Rotheverfahrenmit einer Integralgleichungs-methode nach dem Rotheverfahren

We are looking for a solution of the initial boundary value problem for the threedimensional heat equation in a compact domain with a boundary of continous curvature. We use Rothe's line method, which works by discretisation of the time variable. For every time step there remains an elliptic boundary value problem, which is solved by means of an integral equation. The so obtained approximate solutions converge to the exact solution of the original problem. In case of a sphere we find a simple error estimate for the approximation. For two initial conditions the practical computations show, that the integral equations method yields useful results with relative small effort.     

A Newton method for Bernoulli’s free boundary problem in three dimensions

Summary The present paper is dedicated to the numerical solution of Bernoulli’s free boundary problem in three dimensions. We reformulate the given free boundary problem as a shape optimization problem and compute the shape gradient and Hessian of the given shape functional. To approximate the shape problem we apply a Ritz–Galerkin discretization. The necessary optimality condition is resolved by Newton’s method. All information of the state equation, required for the optimization algorithm, are derived by boundary integral equations which we solve numerically by a fast wavelet Galerkin scheme. Numerical results confirm that the proposed Newton method yields an efficient algorithm to treat the considered class of problems.      

Newton's method for solving parametric linear quadratic control problems

Newton's method is applied to parametric linear quadratic control problems, including the optimal output feedback problem and the optimal decentralized control problem. Newton's equations are obtained as a system of coupled linear matrix equations. They are solved iteratively using the conjugate gradient method. In order to reduce the amount of work associated with the procedure, an inexact newtonian algorithm is also considered. In this algorithm, an approximate solution of the Newton equations is computed in such a way that the asymptotic convergence rate is quadratic.     

Pricing American options under jump-diffusion models using local weak form meshless techniques

Recently, several numerical methods have been proposed for pricing options under jump-diffusion models but very few studies have been conducted using meshless methods [R. Chan and S. Hubbert, A numerical study of radial basis function based methods for options pricing under the one dimension jump-diffusion model, Tech. Rep., 2010; A. Saib, D. Tangman, and M. Bhuruth, A new radial basis functions method for pricing American options under Merton's jump-diffusion model, Int. J. Comput. Math. 89 (2012), pp. 1164–1185]. Indeed, only a strong form of meshless methods have been employed in these lectures. We propose the local weak form meshless methods for option pricing under Merton and Kou jump-diffusion models. Predominantly in this work we will focus on meshless local Petrov–Galerkin, local boundary integral equation methods based on moving least square approximation and local radial point interpolation based on Wendland's compactly supported radial basis functions. The key feature of this paper is applying a Richardson extrapolation technique on American option which is a free boundary problem to obtain a fixed boundary problem. Also the implicit–explicit time stepping scheme is employed for the time derivative which allows us to obtain a spars and banded linear system of equations. Numerical experiments are presented showing that the presented approaches are extremely accurate and fast.     

Nonlinear vibration of nanobeam with attached mass at the free end via nonlocal elasticity theory

In the present study, nonlinear free and forced vibration of Euler–Bernoulli nanobeam with attached nanoparticle at the free end is investigated based on nonlocal elasticity theory. The effects of the different nonlocal parameters (γ) and mass ratios (α) as well as effects of fixed-free boundary conditions on the vibrations are determined. To obtain the equation of motion of the system, the Hamilton’s principle is employed. The stretching of neutral axis which introduces cubic nonlinearity is included into the equation for deriving nonlinear equation. And also effects of damping and forcing are included into the equations. The approximate solutions of the equations are derived by using the multiple scale method. Fundamental frequencies, frequency shift and mode shapes for the linear problem are estimated for a nonlocal Euler–Bernoulli nanobeam with an attached nanoparticle and graphically represented the frequency shift and mode shapes. Nonlinear frequencies are derived depending on amplitude and phase modulation. Frequency–response curves are drawn for different nonlocal parameters and different modes.

     

Discrete weighted residual methods A survey

This paper introduces find exemplifies discrete weighted residual methods (DWRM's) for the approximate solution of discrete boundary-value problems in ordinary and partial difference equations. The solution of the discrete boundary-value problem is approximated by a linear combination of known functions with undetermined coefficients. DWRM's specify procedures for determining these coefficients as the solution of a. system of algebraic equations

This paper develops the discrete analogue of the continuous weighted residual methods. In so doing, the differences arising from this development are delineated and resolved. The convergence of DWRM's is demonstrated and the monotone decreasing properties of the root-mean-square error are noted. The DWRM's surveyed are: the collocation technique, the subdomain method, the Galerkin procedure, and the method of least-squares

Numerical results are presented to illustrate the efficacy of DWRM's.     

Direct and indirect boundary element methods for solving the heat conduction problem

The boundary element method is used to solve the stationary heat conduction problem as a Dirichlet, a Neumann or as a mixed boundary value problem. Using singularities which are interpreted physically, a number of Fredholm integral equations of the first or second kind is derived by the indirect method. With the aid of Green's third identity and Kupradze's functional equation further direct integral equations are obtained for the given problem. Finally a numerical method is described for solving the integral equations using Hermitian polynomials for the boundary elements and constant, linear, quadratic or cubic polynomials for the unknown functions.     

Numerical solution of laplace's equation on non-simply connected regions on R 2

We consider the interior Dirichlet problem for Laplace's equation on a non-simply connected two-dimensional regions with smooth boundaries.The solution is sought as the real part of a holomorphic function on the region, given as Cauchy-type integral.The approximate double layer density function is found by solving a system of Fredholm integral equations of second kind.Because of the non-uniqueness of the solution of the system we solve it using a technique based on the solution of the “Modified Dirichlet problem”.The Nystrom's method coupled with the trapezoidal rule is used as numerical integration scheme.The linear system derived from the integral equation is solved using the conjugate gradient applied to the normal equation.Theoretical and computational details of the method are presented.     

Recovering temperature-dependent heat conductivity in 2D and 3D domains with homogenization functions as the bases

The paper solves the parameters identification problem in a nonlinear heat equation with homogenization functions as the bases, which are constructed from the boundary data of the temperature in the 2D and 3D space-time domains. To satisfy the over-specified Neumann boundary condition, a linear equations system is derived and then used to determine the expansion coefficients of the solution. Then, after back substituting the solution and collocating points to satisfy the governing equations, the space-time-dependent and temperature-dependent heat conductivity functions in 2D and 3D nonlinear heat equations are identified by solving other linear systems. The novel methods do not need iteration and solving nonlinear equations, since the unknown heat conductivities are retrieved from the solutions of linear systems. The solutions and the heat conductivity functions recovered are quite accurate in the entire space-time domain. We find that even for the inverse problems of nonlinear heat equations, the homogenization functions method is easily used to recover 2D and 3D space-time-dependent and temperature-dependent heat conductivity functions. It is interesting that the present paper makes a significant contribution to the engineering and science in the field of inverse problems of heat conductivity, merely solving linear equations and without employing iteration and solving nonlinear equations to solve nonlinear inverse problems.

     

一种插值与逼近运动物体活动标架的新方法

插值运动物体给定活动标架(原点位置和3个坐标轴朝向)是计算机图形学、机器人等领域的一个重要问题.该文提出一种采用B样条曲线插值与逼近运动物体活动标架的新方法.采用4个欧拉参数对正交活动标架的旋转变换矩阵进行参数化,得到了一个简单的优化方程.采用迭代法求解该优化方程来逼近运动轨迹任意处伪活动标架的旋转变换矩阵.还证明了插值和逼近所引起的误差是可控的.由于活动标架的计算只涉及2阶或3阶线性方程组,所以此方法具有很高的运行效率.     

Switching input controller for a food storage room

The temperature dynamics inside a bulk storage room for food products is modeled by a set of partial differential equations, and validated against experimental data. The product temperature is controlled by a cooling installation that is switched on and off on a regular basis. An approximate model is obtained after a timescale decomposition and transfer function (Padé) approximations. On the basis of this approximate model an open loop control problem is formulated and solved analytically. In addition to this, an analytic expression for the time that is needed to cool down the bulk is also derived. The approximate model is suitable for linear feedback controller design and allows a rigorous parameter analysis.     

Numerical solution for a class of space-time fractional equation by the piecewise reproducing kernel method

ABSTRACT

Due to the non-locality of fractional derivative, the analytical solution and good approximate solution of fractional partial differential equations are usually difficult to get. Reproducing kernel space is a perfect space in studying this type of equations, however the numerical results of equations by using the traditional reproducing kernel method (RKM) isn't very good. Based on this problem, we present the piecewise technique in the reproducing kernel space to solve this type of equations. The focus of this paper is to verify the stability and high accuracy of the present method by comparing the absolute error with traditional RKM and study the effect on absolute error for different values of α. Furthermore, we can study the distribution of entire space at a particular time period. Three numerical experiments are provided to verify the efficiency and stability of the proposed method. Meanwhile, it is tested by experiments that the change of the value of α has little effect on its accuracy.     

Operator-splitting methods for the 2D convective Cahn–Hilliard equation

In this work, we present operator-splitting methods for the two-dimensional nonlinear fourth-order convective Cahn–Hilliard equation with specified initial condition and periodic boundary conditions. The full problem is split into hyperbolic, nonlinear diffusion and linear fourth-order problems. We prove that the semi-discrete approximate solution obtained from the operator-splitting method converges to the weak solution. Numerical methods are then constructed to solve each sub equations sequentially. The hyperbolic conservation law is solved by efficient finite volume methods and dimensional splitting method, while the one-dimensional hyperbolic conservation laws are solved using front tracking algorithm. The front tracking method is based on the exact solution and hence has no stability restriction on the size of the time step. The nonlinear diffusion problem is solved by a linearized implicit finite volume method, which is unconditionally stable. The linear fourth-order equation is solved using a pseudo-spectral method, which is based on an exact solution. Finally, some numerical experiments are carried out to test the performance of the proposed numerical methods.     

Meshless local radial point interpolation to three-dimensional wave equation with Neumann's boundary conditions

In this article, the meshless local radial point interpolation (MLRPI) method is applied to simulate three-dimensional wave equation subject to given appropriate initial and Neumann's boundary conditions. The main drawback of methods in fully 3-D problems is the large computational costs. In the MLRPI method, all integrations are carried out locally over small quadrature domains of regular shapes such as a cube or a sphere. The point interpolation method with the help of radial basis functions is proposed to form shape functions in the frame of MLRPI. The local weak formulation using Heaviside step function converts the set of governing equations into local integral equations on local subdomains where Neumann's boundary condition is imposed naturally. A two-step time discretization technique with the help of the Crank-Nicolson technique is employed to approximate the time derivatives. Convergence studies in the numerical example show that the MLRPI method possesses reliable rates of convergence.